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最大值密度函数的收敛速度 被引量:1
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作者 蔺富明 彭作祥 《西南大学学报(自然科学版)》 CAS CSCD 北大核心 2008年第9期57-61,共5页
{Xn,n≥1}为独立随机序列,F(x)为公共分布函数,Mn=max1≤i≤n{Xi},基于VonMises条件得到F∈D(G)时Mn的密度函数的收敛速度.
关键词 密度函数收敛速度 极值类型分布 VonMises条件
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H-R模型极端顺序统计量密度函数的收敛性
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作者 鲁盈吟 彭作祥 《西南大学学报(自然科学版)》 CAS CSCD 北大核心 2016年第9期123-129,共7页
证明了在Hüsler-Reiss条件下,二维高斯序列极大值分布密度函数的收敛性,进而通过细化Hüsler-Reiss条件建立了此密度函数的高阶展开.
关键词 二维高斯三角阵 密度函数收敛 高阶展开 Hüsler-Reiss条件
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A modified method to calculate reliability index using maximum entropy principle 被引量:3
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作者 徐志军 郑俊杰 +1 位作者 边晓亚 刘勇 《Journal of Central South University》 SCIE EI CAS 2013年第4期1058-1063,共6页
Routine reliability index method, first order second moment (FOSM), may not ensure convergence of iteration when the performance function is strongly nonlinear. A modified method was proposed to calculate reliability ... Routine reliability index method, first order second moment (FOSM), may not ensure convergence of iteration when the performance function is strongly nonlinear. A modified method was proposed to calculate reliability index based on maximum entropy (MaxEnt) principle. To achieve this goal, the complicated iteration of first order second moment (FOSM) method was replaced by the calculation of entropy density function. Local convergence of Newton iteration method utilized to calculate entropy density function was proved, which ensured the convergence of iteration when calculating reliability index. To promote calculation efficiency, Newton down-hill algorithm was incorporated into calculating entropy density function and Monte Carlo simulations (MCS) were performed to assess the efficiency of the presented method. Two numerical examples were presented to verify the validation of the presented method. Moreover, the execution and advantages of the presented method were explained. From Example 1, after seven times iteration, the proposed method is capable of calculating the reliability index when the performance function is strongly nonlinear and at the same time the proposed method can preserve the calculation accuracy; From Example 2, the reliability indices calculated using the proposed method, FOSM and MCS are 3.823 9, 3.813 0 and 3.827 6, respectively, and the according iteration times are 5, 36 and 10 6 , which shows that the presented method can improve calculation accuracy without increasing computational cost for the performance function of which the reliability index can be calculated using first order second moment (FOSM) method. 展开更多
关键词 reliability index maximum entropy principle first order second moment Newton iteration Monte Carlo simulation
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